Segui
Mauro Rosestolato
Mauro Rosestolato
Università di Genova
Nessuna email verificata
Titolo
Citata da
Citata da
Anno
Path-dependent equations and viscosity solutions in infinite dimension
A Cosso, S Federico, F Gozzi, M Rosestolato, N Touzi
422018
Master Bellman equation in the Wasserstein space: Uniqueness of viscosity solutions
A Cosso, F Gozzi, I Kharroubi, H Pham, M Rosestolato
Transactions of the American Mathematical Society 377 (01), 31-83, 2024
332024
Optimal control of path-dependent McKean–Vlasov SDEs in infinite-dimension
A Cosso, F Gozzi, I Kharroubi, H Pham, M Rosestolato
The Annals of Applied Probability 33 (4), 2863-2918, 2023
312023
Viscosity solutions of path-dependent PDEs with randomized time
Z Ren, M Rosestolato
SIAM Journal on Mathematical Analysis 52 (2), 1943-1979, 2020
162020
Irreversible investment with fixed adjustment costs: a stochastic impulse control approach
S Federico, M Rosestolato, E Tacconi
Mathematics and Financial Economics 13, 579-616, 2019
152019
Partial regularity of viscosity solutions for a class of Kolmogorov equations arising from mathematical finance
M Rosestolato, A Święch
Journal of Differential Equations 262 (3), 1897-1930, 2017
132017
Path-dependent Hamilton-Jacobi-Bellman equation: Uniqueness of Crandall-Lions viscosity solutions
A Cosso, F Gozzi, M Rosestolato, F Russo
arXiv preprint arXiv:2107.05959, 2021
82021
Path-dependent SDEs in Hilbert spaces
M Rosestolato
Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications …, 2019
72019
-sequentially equicontinuous semigroups
S Federico, M Rosestolato
42020
Functional It\= o calculus in Hilbert spaces and application to path-dependent Kolmogorov equations
M Rosestolato
arXiv preprint arXiv:1606.06326, 2016
42016
A note on stochastic Fubini's theorem and stochastic convolution
M Rosestolato
arXiv preprint arXiv:1606.06340, 2016
42016
Functional Itō calculus in Hilbert spaces and application to path-dependent Kolmogorov equations
M Rosestolato
arXiv e-prints, arXiv: 1606.06326, 2016
22016
-sequentially equicontinuous semigroups: theory and applications
S Federico, M Rosestolato
arXiv preprint arXiv:1512.04589, 2015
12015
Mean Field Games Incorporating Carryover Effects: Optimizing Advertising Models
M Ricciardi, M Rosestolato
arXiv preprint arXiv:2403.00413, 2024
2024
An optimal advertising model with carryover effect and mean field terms
F Gozzi, F Masiero, M Rosestolato
arXiv preprint arXiv:2402.01015, 2024
2024
Akhmedov, Anar, and Naoyuki Monden, Genus 2 Lefschetz fibrations with b+ 2= 1 and c2= 1, 2, 1419 Akita, Toshiyuki, The adjoint group of a Coxeter quandle, 1245
JJ Asadollahi, NN Asadollahi, R Hafezi, R Vahed, NN Asadollahi, F Ballaÿ, ...
2020
THE ANNALS
L MASSOULIÉ, N COOK, L GOLDSTEIN, T JOHNSON, A COSSO, ...
The Annals of Probability 46 (1), 2018
2018
Topics in stochastic calculus in infinite dimension for financial applications
M Rosestolato
Scuola Normale Superiore, 2016
2016
Robustness for path-dependent volatility models
M Rosestolato, T Vargiolu, G Villani
Decisions in Economics and Finance 36, 137-167, 2013
2013
Optimal control of path-dependent McKean-Vlasov SDEs in infinite dimension
F Gozzi, A Cosso, I Kharroubi, H Pham, M Rosestolato
2021 Spring Southeastern Virtual Sectional Meeting, 0
Il sistema al momento non può eseguire l'operazione. Riprova più tardi.
Articoli 1–20